AEX-Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:12.44% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8317 | 220.54 | |
| 0.1844 | 43.14 | |
| 0.0081 | 4.10 | |
| 0.0437 | 3.88 | |
| 0.9495 | 72.76 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices